Concepedia

Commodity Portfolio Hedging

Commodity Portfolio Hedging is a risk management strategy that involves the use of derivative instruments to mitigate price volatility exposure across a diversified portfolio of physical or financial commodity assets.

46

Publications

1.5K

Citations

106

Authors

93

Institutions

Publications per year

2017–2026

19

Parents

Publications

46

Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets

Jingyu Jin, Yu Jiang, Yang Hu et al. · Physica A Statistical Mechanics and its Applications · 2019 · 97 citations

, , +16

Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications

Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif et al. · Energy Economics · 2021 · 81 citations

, , +14

Commodity index trading and hedging costs

Celso Brunetti, David Reiffen · Journal of Financial Markets · 2014 · 78 citations

, , +14

U.S. equity and commodity futures markets: Hedging or financialization?

Duc Khuong Nguyen, Ahmet Şensoy, Ricardo M. Sousa et al. · Energy Economics · 2020 · 66 citations

, , +14

Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants

Andreas Palzer, Reinhard Madlener · SSRN Electronic Journal · 2012 · 64 citations · Full text

, , +17

1–5 of 46

Authors

106

  1. ZU
    Zaghum Umar

    Zayed University, United Arab Emirates

    2 publications · 44 citations

    2

    h-index

  2. RG
    Ramazan Gençay

    Simon Fraser University, Canada

    2 publications · 73 citations

    2

    h-index

  3. AP
    Andreas Palzer

    Ludwig-Maximilians-Universität München, Germany

    2 publications · 74 citations

    2

    h-index

  4. SP
    Spyros Papathanasiou

    National and Kapodistrian University of Athens, Greece

    2 publications · 117 citations

    2

    h-index

  5. RM
    Reinhard Madlener

    RWTH Aachen University, Germany

    2 publications · 74 citations

    2

    h-index

1–5 of 106

Institutions

93

  1. Zayed University

    Abu Dhabi, United Arab Emirates

    3 h-index

    3 publications

    135 citations

  2. University College Dublin

    Dublin, Ireland

    3 h-index

    5 publications

    227 citations

  3. Michigan State University

    East Lansing, United States

    2 h-index

    2 publications

    51 citations

  4. Simon Fraser University

    Burnaby, Canada

    2 h-index

    2 publications

    73 citations

  5. City, University of London

    London, United Kingdom

    2 h-index

    3 publications

    41 citations

  6. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    89 citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    2 h-index

    2 publications

    89 citations

  8. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    2 publications

    63 citations

1–8 of 93

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 129 citations

    5

    h-index

  2. Energy Economics

    3 publications · 161 citations

    3

    h-index

  3. The Journal of Alternative Investments

    3 publications · 54 citations

    3

    h-index

  4. Finance research letters

    3 publications · 149 citations

    3

    h-index

  5. Resources Policy

    3 publications · 103 citations

    3

    h-index

1–5